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Waste Connections, Inc. WCN

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-11T15:54:06.487Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:53:21.634092626Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:53:18.968522+00:00

Share price$189.96
1D+0.2%
$189.46$189.72$189.98$190.23$190.495:30 AM6:30 AM9:00 AM1:00 PMWCN
Sold putSold call

Waste Connections, Inc. options

Live interpolated WCN call and put midpoint premiums by absolute delta.Waste Connections, Inc.$0.52$2.71$4.91$7.10$9.29$157.76$174.30$190.83$207.37$223.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WCN spot · $189.96WCN PRICE$1.29$0.98$1.26$1.53$1.81$2.09$2.36$2.94$3.66$4.37$5.08$5.79$6.86$0.76$1.03$1.33$1.63$1.92$2.22$2.73$3.72$4.70$5.69$6.68$7.67$8.66
PutsCheap0.26×
CallsCheap0.25×
SkewBullish-0.68 pp
Implied moveBearish±$5.09
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.0839.1%6.5%184.6122.3%3.2%
25Δ194.8322.2%3.1%185.7821.6%2.7%
30Δ193.9221.8%2.7%186.6821.4%2.4%
35Δ193.0121.4%2.4%187.5821.3%2.1%
40Δ192.1021.0%2.1%188.4821.2%1.8%
45Δ191.1920.6%1.7%189.3821.0%1.5%
50Δ190.2820.1%1.4%190.3821.2%1.2%
55Δ189.3220.6%1.2%191.6421.9%1.1%
60Δ188.3521.4%1.1%192.8922.6%0.9%
65Δ187.3722.1%0.9%194.1523.3%0.8%
70Δ186.4022.9%0.8%195.4124.0%0.6%
75Δ185.4223.7%0.7%196.6624.7%0.5%
80Δ184.1124.0%0.5%197.9225.4%0.4%

20Δ

Calls
Pseudo strike
201.08
IV
39.1%
B/E move
6.5%
Puts
Pseudo strike
184.61
IV
22.3%
B/E move
3.2%

25Δ

Calls
Pseudo strike
194.83
IV
22.2%
B/E move
3.1%
Puts
Pseudo strike
185.78
IV
21.6%
B/E move
2.7%

30Δ

Calls
Pseudo strike
193.92
IV
21.8%
B/E move
2.7%
Puts
Pseudo strike
186.68
IV
21.4%
B/E move
2.4%

35Δ

Calls
Pseudo strike
193.01
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
187.58
IV
21.3%
B/E move
2.1%

40Δ

Calls
Pseudo strike
192.10
IV
21.0%
B/E move
2.1%
Puts
Pseudo strike
188.48
IV
21.2%
B/E move
1.8%

45Δ

Calls
Pseudo strike
191.19
IV
20.6%
B/E move
1.7%
Puts
Pseudo strike
189.38
IV
21.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
190.28
IV
20.1%
B/E move
1.4%
Puts
Pseudo strike
190.38
IV
21.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
189.32
IV
20.6%
B/E move
1.2%
Puts
Pseudo strike
191.64
IV
21.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
188.35
IV
21.4%
B/E move
1.1%
Puts
Pseudo strike
192.89
IV
22.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
187.37
IV
22.1%
B/E move
0.9%
Puts
Pseudo strike
194.15
IV
23.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
186.40
IV
22.9%
B/E move
0.8%
Puts
Pseudo strike
195.41
IV
24.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
185.42
IV
23.7%
B/E move
0.7%
Puts
Pseudo strike
196.66
IV
24.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
184.11
IV
24.0%
B/E move
0.5%
Puts
Pseudo strike
197.92
IV
25.4%
B/E move
0.4%

Options history

IV · four-Friday blend23.15%
Daily EOD
WCN20.7%22.5%24.3%2026-10-19: 23.10%2026-10-20: 23.24%2026-10-21: 24.07%2026-10-22: 22.84%2026-10-23: 21.86%2026-10-26: 20.99%2026-10-27: 21.77%2026-10-28: 21.29%2026-10-29: 22.10%2026-10-30: 23.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.10%
23.24%
24.07%
22.84%
21.86%
20.99%
21.77%
21.29%
22.10%
23.15%